Chapter 8: Popular Quant Books 335
Monte Carlo Methods in Finance by
Peter J ̈ackel
‘‘Few expert practitioners also have the academic expertise to
match Peter J ̈ackel’s in this area, let alone take the trouble to
write a most accessible, comprehensive and yet self-contained
text.’’ Carol Alexander
PublisherJohn Wiley & Sons
Publication date 2002
FormatHardback
ISBN047149741X
Monte Carlo Methods in Financeadopts a practical flavour
throughout, the emphasis being on financial modelling and
derivatives pricing. Numerous real-world examples help the
reader foster an intuitive grasp of the mathematical and
numerical techniques needed to solve particular financial
problems. At the same time, the book tries to give a detailed
explanation of the theoretical foundations of the various meth-
ods and algorithms presented.
